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PAIJX vs. VEMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PAIJX vs. VEMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Emerging Markets Discovery Stock Fund (PAIJX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PAIJX achieves a 18.11% return, which is significantly higher than VEMIX's 7.82% return. Over the past 10 years, PAIJX has outperformed VEMIX with an annualized return of 9.71%, while VEMIX has yielded a comparatively lower 7.61% annualized return.


PAIJX

1D
4.01%
1M
-1.36%
6M
7.20%
YTD
18.11%
1Y
42.06%
3Y*
19.21%
5Y*
9.52%
10Y*
9.71%
ALL TIME*
9.38%

VEMIX

1D
1.70%
1M
-1.72%
6M
2.68%
YTD
7.82%
1Y
19.98%
3Y*
13.72%
5Y*
5.81%
10Y*
7.61%
ALL TIME*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

PAIJX vs. VEMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PAIJX
T. Rowe Price Emerging Markets Discovery Stock Fund
18.11%37.89%5.37%10.72%-16.04%4.03%6.46%15.99%-10.23%32.42%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
7.82%24.80%11.38%8.85%-17.75%0.91%15.26%20.35%-14.55%31.42%

Correlation

The correlation between PAIJX and VEMIX is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2015

0.93

The correlation between PAIJX and VEMIX has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

PAIJX vs. VEMIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PAIJX
PAIJX Risk / Return Rank: 7373
Overall Rank
PAIJX Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
PAIJX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PAIJX Omega Ratio Rank: 7474
Omega Ratio Rank
PAIJX Calmar Ratio Rank: 8484
Calmar Ratio Rank
PAIJX Martin Ratio Rank: 7070
Martin Ratio Rank

VEMIX
VEMIX Risk / Return Rank: 4040
Overall Rank
VEMIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VEMIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VEMIX Omega Ratio Rank: 3838
Omega Ratio Rank
VEMIX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VEMIX Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PAIJX vs. VEMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Emerging Markets Discovery Stock Fund (PAIJX) and Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PAIJXVEMIXDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.66

Omega ratioGain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratioReturn relative to maximum drawdown

2.97

1.66

+1.31

Martin ratioReturn relative to average drawdown

8.90

5.53

+3.37

PAIJX vs. VEMIX - Sharpe Ratio Comparison

The current PAIJX Sharpe Ratio is 1.76, which is higher than the VEMIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of PAIJX and VEMIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

PAIJX vs. VEMIX - Drawdown Comparison

The maximum PAIJX drawdown since its inception was -42.19%, smaller than the maximum VEMIX drawdown of -66.43%. Use the drawdown chart below to compare losses from any high point for PAIJX and VEMIX.


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Drawdown Indicators


PAIJXVEMIXDifference

Max Drawdown

Largest peak-to-trough decline

-42.19%

-66.43%

+24.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-11.05%

-2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-16.35%

-15.77%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-30.91%

-30.68%

-0.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.19%

-36.04%

-6.15%

Current Drawdown

Current decline from peak

-9.76%

-5.42%

-4.34%

Average Drawdown

Average peak-to-trough decline

-10.29%

-15.91%

+5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.43%

3.31%

+1.12%

Volatility

PAIJX vs. VEMIX - Volatility Comparison

T. Rowe Price Emerging Markets Discovery Stock Fund (PAIJX) has a higher volatility of 9.40% compared to Vanguard Emerging Markets Stock Index Fund Institutional Shares (VEMIX) at 5.22%. This indicates that PAIJX's price experiences larger fluctuations and is considered to be riskier than VEMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PAIJXVEMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

5.22%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

20.53%

13.82%

+6.71%

Volatility (1Y)

Calculated over the trailing 1-year period

22.44%

16.00%

+6.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

15.59%

+2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.08%

16.50%

+1.58%

PAIJX vs. VEMIX - Expense Ratio Comparison

PAIJX has a 1.60% expense ratio, which is higher than VEMIX's 0.06% expense ratio.


Dividends

PAIJX vs. VEMIX - Dividend Comparison

PAIJX's dividend yield for the trailing twelve months is around 3.56%, more than VEMIX's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
PAIJX
T. Rowe Price Emerging Markets Discovery Stock Fund
3.56%4.20%2.72%2.71%1.85%2.24%0.00%2.49%1.24%3.68%3.00%1.53%
VEMIX
Vanguard Emerging Markets Stock Index Fund Institutional Shares
2.38%2.77%3.17%3.51%4.09%2.61%1.90%3.23%2.89%2.33%2.55%2.51%

Frequently Asked Questions


With a correlation of 0.91, PAIJX and VEMIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

PAIJX has higher volatility (9.40%) compared to VEMIX (5.22%). In terms of maximum drawdown, PAIJX dropped -42.19% vs VEMIX's -66.43%.

PAIJX currently has the higher Sharpe Ratio (1.76 vs 1.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for PAIJX and VEMIX

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